Asymptotic efficiency and some quasi-method of moments estimators
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Author
Contributions
- Naval Postgraduate School (U.S.) - Contributor
Publication
1977 - Naval Postgraduate School, Monterey, Calif, California
Language
English
Word Count
17,250 words, Guess
Page Count
69 pages
Identifiers
- Internet Archiveasymptoticeffici00read
- OCLC Control Number424621728
- Open LibraryOL25463865M
Description
The report contains the asymptotic efficiencies of some candidate estimators which provide alternatives to maximum likelihood in some common probabilistic settings. The alternative estimators can be found with measurably less effort than solving the likelihood equations. They include the method of moments and similarly constructed estimators that involve the harmonic mean. The most successful example found deals with the negative binomial distribution. Here, the harmonic mean estimator has high efficiency in regions where the method of moments estimator has rather low efficiency. (Author)
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